-46.6%
COIN vs ACM
+0.2%
-46.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +0.9% |
| 7D | -5.1% | -4.6% | -0.5% | -1.3% |
| 30D | +17.6% | +4.1% | +13.5% | +12.8% |
| 3M | +9.2% | -8.3% | +17.5% | +13.8% |
| 6M | -11.8% | -30.1% | +18.3% | +16.9% |
| YTD | -22.5% | -32.6% | +10.1% | +4.4% |
| 1Y | -45.9% | -49.6% | +3.7% | -2.2% |
| 3Y | +117.4% | -23.0% | +140.4% | +151.5% |
| 5Y | -29.4% | +2.0% | -31.4% | -32.6% |
| All | -46.6% | +0.2% | -46.8% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling